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Same for the Xbox 360, except with achievements. In games that allow cheat codes, using them will disable the ability to gain trophies on that particular playthrough, and will also mark said save game as Cheat.
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Of course, the game's own AI is never penalized for cheating, because everybody knows The Computer Is a Cheating Bastard. In extreme cases, the game can permanently 'brand' the player's save file with some kind of designation to indicate the use of cheat codes (some games can erase their save file outright). These countermeasures can vary from simple messages and reminders that constantly remind (and hopefully embarrass) the player about not playing by the game's intended rules, to more serious measures like denying access to certain features (bonus content, achievements, etc.) while cheats are in effect. Many video games have measures built in to punish the player for cheating (whether by built-in cheat codes or external cheating/hacking devices).
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